Anic Equity¶

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Total return since start: 0.55 %¶

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Equity now: -----------------------------> 47348.69 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45953.78 Kr¶

PnL: ---------------------------------------> -934.79 Kr¶

DD now: ---------------------------------> -2.635 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-19 10:11:02.380752'

Anic Portfolio¶

Today¶

Return: -1.163 %¶

This Week¶

Return: -0.389 %¶

Total¶

Return: 55.007 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -2.310000 3073.200000 102.200000 3.440000 2971.000006
HEBA B 70 -2.620000 2737.000000 101.000000 3.830000 2636.000010
FM Mattsson Mora Group B 50 -0.170000 3000.000000 73.000000 2.490000 2927.000000
Corem Property Group B 59 -0.930000 631.890000 54.890000 9.510000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -4.860000 403.000000 48.000000 13.520000 355.000000
OEM International B 7 -1.370000 553.700000 25.700000 4.870000 527.999997
SAAB B 8 -0.020000 3400.800000 23.800000 0.700000 3377.000000
Norva24 Group 16 -1.290000 564.800000 21.800000 4.010000 543.000000
HMS Networks 2 -2.920000 690.400000 17.400000 2.590000 673.000000
MedCap 2 -2.240000 436.000000 15.000000 3.560000 421.000000
Eastnine 4 -0.470000 505.600000 14.600000 2.970000 491.000000
Intrum 4 -2.100000 541.200000 14.200000 2.690000 527.000000
Coor Service Management Hold. 8 -1.090000 545.600000 13.600000 2.560000 532.000000
Boozt 12 -3.480000 1663.200000 9.200000 0.560000 1653.999996
Samhällsbyggnadsbo. i Norden D 12 -2.990000 249.120000 3.120000 1.270000 246.000000
AcadeMedia 12 -1.770000 558.960000 1.960000 0.350000 557.000004
Creaspac SPAC 6 -0.210000 577.800000 0.800000 0.140000 577.000002
Resurs Holding 22 -0.990000 573.540000 -0.460000 -0.080000 573.999998
Swedbank A 3 -0.660000 563.400000 -0.600000 -0.110000 564.000000
Securitas B 6 -0.940000 568.920000 -1.080000 -0.190000 570.000000
Essity B 2 0.180000 571.200000 -2.800000 -0.490000 574.000000
Handelsbanken A 5 0.280000 542.500000 -3.500000 -0.640000 546.000000
Essity A 4 0.000000 1144.000000 -5.000000 -0.440000 1149.000000
Karnov Group 9 0.000000 528.300000 -7.700000 -1.440000 536.000004
Fastighetsbolag. Emilshus Pref 21 -3.320000 550.200000 -11.800000 -2.100000 562.000005
CTEK 13 -2.310000 521.300000 -12.700000 -2.380000 533.999999
Midsona B 63 -1.320000 567.000000 -16.000000 -2.740000 582.999984
Nordea Bank Abp 29 -0.880000 3409.240000 -44.760000 -1.300000 3453.999992
Vivesto 1368 -0.910000 564.710000 -48.290000 -7.880000 612.999432
International Petroleum Corp. 5 -3.120000 543.000000 -51.570000 -8.670000 594.565215
Sampo Oyj SDB 7 -0.090000 3734.500000 -115.500000 -3.000000 3850.000000
Axfood 13 -0.720000 3602.300000 -153.700000 -4.090000 3756.000001
OX2 18 -1.770000 1500.300000 -163.700000 -9.840000 1663.999992
Fasadgruppen Group 35 0.410000 3461.500000 -349.500000 -9.170000 3810.999990
Ovzon 52 -3.660000 2875.600000 -486.400000 -14.470000 3361.999992
TOTAL 45953.780000 -934.790000 -2.63459% 46888.564618

Updated:¶

'2023-01-19 10:11:15.064410'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶